With all due respect, what am I missing?

Mark said "You can't."

Then he goes on to say:

"The only time IE will allow that is when you have bookmarked the
site in some fashion. Then it will add the favorite icon."

"For FireFox or Opera you can show an icon, but you have to follow the
examples that were provided by ThunderMusic. You can change the link
reference through code to generate the correct icon, but you have to follow
the format in the examples."

When he explains how it can be done, he talks about bookmarks and favorites;
the examples ThunderMusic gave were for icons that will be displayed 1) in
the favorites list, or 2) in the address bar.

I understand that.  But that's not what I'm looking for.

I don't want icons associated with URLs.  I don't care about icons in the
favorites list.  I don't care about icons in the address bar leading a known
URL.

What I'm asking about is the icon in the top left corner of the browser
window.  If one configure IE, for example, so that it does not have an
address bar, or a tool bar, or a menu bar, you're still left with the title
bar, and it has an icon on the left side.  This icon *DOES NOT* change if you
hit a site that has a properly configured link reference.

Do this experiment; go to ThunderMusic's site, and save it as a favorite.  
You'll see in the list that he does associate an icon with his site.  You'll
see that icon in the address bar, to the left of the URL, and you'll see it
in front of his URL in the favorites.  You *WILL NOT* see it in the title bar
of the browser.

So, again, it is the icon in the Title Bar that I would like to be able to
change.  As I mentioned in my last post, the <title> tag replaces the text in
the title bar; is there some kind of equivalent way to change the application
icon that is in the title bar?